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Originally Posted by HawkofStorms
No. GW isn't set up like other online games where you have to choose a server.
People are confusing districts with servers.
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It's a question of terminology, but you're basically right. A "server" (the physical computer) hosts several "districts" (the piece of software the client connects to, probably done using virtualisation), which are created when the last created server was "full" (there's a size limit, I don't remember how much). And then there's instanciation (also probably virtualised for efficiency) which gives you (and your party) your own little copy of the zone.
So to answer the OP's question: you do not have to worry about that, it's automatically taken care of by the game.
And to choose your profession, first read that:
http://gw.gamewikis.org/wiki/Profession